On top of this they have to live in a country that has a crazy amount of Russophobia eminating from the establishment including the hockey msm. Russia is basically in a golden age with sky high patriotism etc. Imagine coming here and seeing ridiculous propaganda like "Russia is a horrible place full of horrible people where nothing good ever happens". US and Canadian players that go to the KHL don't have to deal with even a 1/100th of that kind of thing.
Russian players in NA don't deal with the "ridiculous propaganda" you claim (that's ridiculous Russian propaganda) & NA players have commented on dealing with the lack of minority/women's rights among other things (like not being paid); you think NA players don't notice the constant anti-NA sentiment from Russian media? I suspect you'd just call such reality "Russiaphobia" too
Another issue is how sports in the West are used for social agendas, social engineering. This kind of thing is non existent in Russian sports and as these agendas become more aggressive its turning more players off.
No, in "the West" sports are a way to make a living, they're entertainment, they're a business...the sports and social agenda/engineering thing is a Russian thing (leftover from communism I'd think)
Shipachyov was never drafted by the NHL and has never played a single game of best-on-best...he was a 30 year old nothing special player outside of the KHL/Russia who didn't honor his contract in NA (and judging by his supporter's comments, he thought himself something special when clearly he's not);
Vegas hasn't missed him at all, and he returned to the KHL for a small salary...not sure why any young Russian player would think giving up 4.5 million US for 500K rubles was anything but stupid